+1,109.1%
AEIS vs ACM
+230.8%
+878.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +3.0% | -3.7% | +6.7% | +5.2% |
| 30D | -14.6% | -11.1% | -3.5% | -10.2% |
| 3M | -12.4% | -8.0% | -4.5% | -10.5% |
| 6M | -15.0% | -29.7% | +14.7% | +1.3% |
| YTD | +34.3% | -29.4% | +63.7% | +57.6% |
| 1Y | +87.4% | -46.4% | +133.8% | +158.3% |
| 3Y | +139.8% | -22.3% | +162.1% | +167.0% |
| 5Y | +220.7% | +4.5% | +216.3% | +200.1% |
| 10Y | +531.6% | +127.6% | +404.0% | +270.8% |
| All | +1,109.1% | +230.8% | +878.3% | +448.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling